ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 22-Dec-2008

Day Change Summary
	Previous	Current
	19-Dec-2008	22-Dec-2008	Change	Change %	Previous Week
Open	122-100	121-220	-0-200	-0.5%	121-105
High	122-100	121-230	-0-190	-0.5%	122-315
Low	121-215	121-145	-0-070	-0.2%	121-070
Close	121-272	121-157	-0-115	-0.3%	121-272
Range	0-205	0-085	-0-120	-58.5%	1-245
ATR	0-285	0-274	-0-011	-4.0%	0-000
Volume	11,147	2,687	-8,460	-75.9%	39,478

Daily Pivots for day following 22-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-112	122-060	121-204
R3	122-027	121-295	121-180
R2	121-262	121-262	121-173
R1	121-210	121-210	121-165	121-194
PP	121-177	121-177	121-177	121-169
S1	121-125	121-125	121-149	121-108
S2	121-092	121-092	121-141
S3	121-007	121-040	121-134
S4	120-242	120-275	121-110

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	127-101	126-111	122-263
R3	125-176	124-186	122-107
R2	123-251	123-251	122-056
R1	122-261	122-261	122-004	123-096
PP	122-006	122-006	122-006	122-083
S1	121-016	121-016	121-220	121-171
S2	120-081	120-081	121-168
S3	118-156	119-091	121-117
S4	116-231	117-166	120-281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-315	121-075	1-240	1.4%	0-233	0.6%	15%	False	False	6,695
10	122-315	120-065	2-250	2.3%	0-245	0.6%	46%	False	False	10,129
20	122-315	117-115	5-200	4.6%	0-288	0.7%	73%	False	False	134,950
40	122-315	113-017	9-298	8.2%	0-273	0.7%	85%	False	False	231,071
60	122-315	111-075	11-240	9.7%	0-303	0.8%	87%	False	False	313,699
80	122-315	111-062	11-253	9.7%	0-306	0.8%	87%	False	False	428,377
100	122-315	110-070	12-245	10.5%	0-275	0.7%	88%	False	False	362,694
120	122-315	109-050	13-265	11.4%	0-259	0.7%	89%	False	False	302,545

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-070
Narrowest range in 105 trading days

Fibonacci Retracements and Extensions
4.250	122-271
2.618	122-133
1.618	122-048
1.000	121-315
0.618	121-283
HIGH	121-230
0.618	121-198
0.500	121-188
0.382	121-177
LOW	121-145
0.618	121-092
1.000	121-060
1.618	121-007
2.618	120-242
4.250	120-104

Fisher Pivots for day following 22-Dec-2008
Pivot	1 day	3 day
R1	121-188	122-001
PP	121-177	121-266
S1	121-167	121-212

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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